Bunzl PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.72% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 10.80 | |
| 0.0143 | 10.85 | |
| 0.9631 | 638.26 | |
| 0.0291 | 9.50 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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